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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Replimune Group (REPL) - NASDAQ Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 3.2
Avg Daily Volume: 516,847    Market Cap: 451.81M
Sector: Health Care    Short Interest: 12.86
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 12, 2024 BO 3.2 $12.50 @$12.50 $4.10
($12.50)
32.8% -8.4% I -2.48% I $12.19 $2.73
( $12.19 )
-33.41%
May 16, 2024 BO 3.1 $6.81 @$7.50 $0.72
($6.81)
9.6% -7.92% I -1.32% I $6.72 $1.40
( $6.72 )
94.44%
Feb. 8, 2024 BO 2.7 $7.42 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 7, 2023 BO 2.3 $12.87 @$12.50
Aug. 3, 2023 BO 2.0 $21.32 @$22.50
May 18, 2023 BO 2.1 $19.50 @$20.00
Feb. 9, 2023 BO 1.9 $28.07 @$30.00
Aug. 4, 2022 BO 2.3 $20.49 @$20.00
May 19, 2022 BO 2.3 $14.23 @$15.00
Feb. 3, 2022 BO 2.5 $18.38 @$17.50

 
 
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